Anic Equity¶

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Total return since start: 0.574 %¶

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Equity now: -----------------------------> 48078.96 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46684.07 Kr¶

PnL: ---------------------------------------> -204.5 Kr¶

DD now: ---------------------------------> -1.133 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 09:05:57.316623'
C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Anic Portfolio¶

Today¶

Return: 0.093 %¶

This Week¶

Return: 1.148 %¶

Total¶

Return: 57.398 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.600000 2929.500000 293.500000 11.130000 2636.000010
Beijer Electronics Group 26 0.820000 3182.400000 211.400000 7.120000 2971.000006
Boozt 12 3.820000 1759.200000 105.200000 6.360000 1653.999996
Corem Property Group B 59 -0.950000 680.270000 103.270000 17.900000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -2.920000 445.400000 90.400000 25.460000 355.000000
FM Mattsson Mora Group B 50 0.000000 2970.000000 43.000000 1.470000 2927.000000
HMS Networks 2 -0.730000 712.000000 39.000000 5.790000 673.000000
Nordea Bank Abp 29 0.430000 3483.480000 29.480000 0.850000 3453.999992
OEM International B 7 0.770000 553.000000 25.000000 4.730000 527.999997
Intrum 4 0.260000 547.200000 20.200000 3.830000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 581.700000 19.700000 3.510000 562.000005
Coor Service Management Hold. 8 0.360000 551.600000 19.600000 3.680000 532.000000
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Midsona B 63 -1.240000 601.650000 18.650000 3.200000 582.999984
Samhällsbyggnadsbo. i Norden D 12 -2.930000 262.080000 16.080000 6.540000 246.000000
Karnov Group 9 0.000000 551.700000 15.700000 2.930000 536.000004
Essity A 4 0.000000 1164.000000 15.000000 1.310000 1149.000000
Resurs Holding 22 -0.040000 585.640000 11.640000 2.030000 573.999998
Eastnine 4 -0.630000 502.400000 11.400000 2.320000 491.000000
Norva24 Group 16 0.000000 553.920000 10.920000 2.010000 543.000000
AcadeMedia 12 0.550000 567.120000 10.120000 1.820000 557.000004
Essity B 2 0.100000 583.400000 9.400000 1.640000 574.000000
CTEK 13 0.000000 541.580000 7.580000 1.420000 533.999999
Handelsbanken A 5 -0.230000 548.250000 2.250000 0.410000 546.000000
Creaspac SPAC 6 0.000000 578.400000 1.400000 0.240000 577.000002
Swedbank A 3 0.130000 564.600000 0.600000 0.110000 564.000000
Securitas B 6 0.040000 570.360000 0.360000 0.060000 570.000000
SAAB B 8 -0.220000 3324.000000 -53.000000 -1.570000 3377.000000
Vivesto 1368 1.540000 558.420000 -54.580000 -8.900000 612.999432
International Petroleum Corp. 5 0.840000 539.500000 -55.070000 -9.260000 594.565215
Sampo Oyj SDB 7 -0.460000 3776.500000 -73.500000 -1.910000 3850.000000
Axfood 13 0.400000 3594.500000 -161.500000 -4.300000 3756.000001
OX2 18 -0.420000 1496.700000 -167.300000 -10.050000 1663.999992
Fasadgruppen Group 35 0.000000 3430.000000 -381.000000 -10.000000 3810.999990
Ovzon 52 -1.900000 2953.600000 -408.400000 -12.150000 3361.999992
TOTAL 46684.070000 -204.500000 -1.1329% 46888.564618

Updated:¶

'2023-01-17 09:06:09.568654'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶